New Digital Twin Execution Report - ZCSTARR

The Digital Twin(DT) Execution Report shows the results of a DT execution.

Preparation

Python libraries are imported, and historical and simulation data is imported for evaluation.

Dependecies

Load Data

Visualizations

We will evaluate pricing feeds, the controller state, and the token state with visualizations.

Prices

In the plots above we evaluate the Eth price data (upper) and the Rai market price data (lower) showing the historical data and the forward extrapolation under various assumptions Exponential Moving Average (EWM) and optimal swap assumptions. The CSI number indicating the maximum intensity of the 'optimal swap'.

Controller State

Average Redemption Price